Theory predicts that genetic variation in phenotypic plasticity (genotype × environment interaction, or G×E) should be eroded by selection acting across environments. However, it appears that G×E is often maintained under selection, although not universally. This variation in the presence and strength of G×E requires explanation. Here I ask if the explanation may lie in the grain of the environment at which G×E is expressed. The grain (or grain–size) of the environment refers to the scale of environmental heterogeneity relative to generation time — i.e., relative to the window of operation of selection — with higher rates of heterogeneity occurring in finer–grained environments. The hypothesis that the grain of the environment explains variation in the expression of G×E encapsulates variation in the power of selection to shape reaction norms: selection should be able to erode G×E in fine–grained environments but loose its power as the grain becomes coarser. I survey studies of G×E in sexual traits and demonstrate that the strength of G×E varies with the grain of the environment across which it is expressed, with G×E being stronger in coarser–grained environments. This result elucidates when G×E is most likely to be sustained in the reaction norms of fitness–related traits, and when its evolutionary consequences will be most pronounced.